Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.57 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47956.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46561.72 Kr¶

PnL: ---------------------------------------> -326.85 Kr¶

DD now: ---------------------------------> -1.384 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 11:05:52.727578'

Anic Portfolio¶

Today¶

Return: -0.056 %¶

This Week¶

Return: 0.091 %¶

Total¶

Return: 56.998 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -0.970000 3177.200000 206.200000 6.940000 2971.000006
HEBA B 70 -0.990000 2810.500000 174.500000 6.620000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 0.650000 637.200000 60.200000 10.430000 576.999999
AcadeMedia 12 0.300000 604.200000 47.200000 8.470000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
Boozt 12 0.140000 1690.800000 36.800000 2.220000 1653.999996
HMS Networks 2 -1.060000 709.600000 36.600000 5.440000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.540000 390.900000 35.900000 10.110000 355.000000
SAAB B 8 0.280000 3412.800000 35.800000 1.060000 3377.000000
Resurs Holding 22 0.220000 605.000000 31.000000 5.400000 573.999998
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.590000 543.200000 16.200000 3.070000 527.000000
Swedbank A 3 1.950000 579.600000 15.600000 2.770000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 0.580000 583.320000 13.320000 2.340000 570.000000
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
CTEK 13 0.940000 541.710000 7.710000 1.440000 533.999999
Nordea Bank Abp 29 0.450000 3459.700000 5.700000 0.170000 3453.999992
Handelsbanken A 5 0.960000 551.250000 5.250000 0.960000 546.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.480000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
Midsona B 63 -0.330000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -0.850000 558.400000 -15.600000 -2.720000 574.000000
Essity A 4 -1.240000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -2.610000 560.000000 -34.570000 -5.810000 594.565215
Sampo Oyj SDB 7 -1.180000 3797.500000 -52.500000 -1.360000 3850.000000
Vivesto 1368 -1.790000 541.730000 -71.270000 -11.630000 612.999432
Axfood 13 -0.500000 3642.600000 -113.400000 -3.020000 3756.000001
Fasadgruppen Group 35 3.300000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 -1.190000 1422.900000 -241.100000 -14.490000 1663.999992
Ovzon 52 -1.070000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46561.720000 -326.850000 -1.38435% 46888.564618

Updated:¶

'2023-01-24 11:06:05.332436'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶